Year 2010
Authors SZU-LANG LIAO
Paper Title Chen Zeng-Hui*;Liao Szu-Lang, 2010.06, 'Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes, ' Journal of Financial Studies, Vol.18, No.2, pp.135-166.(TSSCI)(*為通訊作者)
Vol.No 299754
Date of Publication 2010-06-01